-68.8%
AAOX vs BRO
+7.4%
-76.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.6% | +12.1% | +5.4% |
| 7D | -2.5% | -2.6% | +0.1% | -9.9% |
| 30D | -41.1% | +0.9% | -42.0% | -34.6% |
| 3M | -84.7% | +24.8% | -109.4% | -65.3% |
| All | -68.8% | +7.4% | -76.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling